DataSeries Synchronization

[Marty125]

I am developing indicator which uses additional data series via AddDataSeries(). For example chart is 30min and added series is 1min (same instrument). On 1min TF I calculate some values (cumulative) and then plot them on chart (30min).

For example:

if (BarsInProgress == 0)
{
Plot[0] = x;
}
else if (BarsInProgress == 1)
{
x = x + High[0];
}​

Issue is, same timestamp in OnBarUpdate BarsInProgress==0 fires before BIP==1, like this:

BIP==0 (chart)
Time[0] = 6:30:00

BIP==1 (1min)
Time[0] = 6:30:00

..so problem is that the last 1min value to be added (6:29:00 - 6:30:00) is missing and then is added to the next chart bar plot value. In Historical the the BIP==0 is always before BIP==1. In RealTime it changes.


I came across this but dont know how to get it working in my situation:

else if (BarsInProgress == 1)
{
// We have to update the secondary series of the hosted indicator to make sure the values we get in BarsInProgress == 0 are in sync
cumulativeDelta.Update(cumulativeDelta.BarsArray[1].Count - 1, 1);
}​

[NinjaTrader_ChelseaB]

Hello Marty125,

Assign the plot value from BarsInProgress 1 as well.

else if (BarsInProgress == 1)
{
x = x + High[0];
Plot[0] = x;
}

[Marty125]

Hello ChelseaB,

On the same TF (30min chart, 30min BIP1) the plot is the same (correct). But when the BIP1 data is less (1min) the plot is shifted 1 bar to the left.

[NinjaTrader_ChelseaB]

Hello Marty125,

To confirm, you only want to set the value if the primary bar has also closed?

else if (BarsInProgress == 1)
{
x = x + High[0];

if (Times[0][0] == Times[1][0])
Plot[0] = x;
}

[Marty125]

To confirm, you only want to set the value if the primary bar has also closed?

Yes (or at least for now). I think I have to play with Times[][] so that the value is updated in Plot[0] or in Plot[1].

[Marty125]

I´ve got it... stupid little bool. Thank you ChelseaB.

bool main_series = false

if (BarsInProgress == 0)
{
main_series = true
Values[0][0] = x;
}

else if (BarsInProgress == 1)
{
x = x + High[0];

if (main_series && (Time[0] == Times[0][0])
{
Values[0][0] = x;
}

}​​

[Marty125]

Also whats the purpouse of using Series<T>?

private Series<double> x_plot = null;

if (State == State.DataLoaded)
{
x_plot = new Series<double>(this);
}


and then OnBarUpdate:

x_plot[0] = High[0] + Low[0];
Value[0] = x_plot[0];

[NinjaTrader_ChelseaB]

Hello Marty125,

A Series<T> object holds a value for every bar on the chart.

If you need to store a value for every bar, use a Series<T> object to store these.

https://ninjatrader.com/support/helpGuides/nt8/seriest.htm

[Marty125]

Yeah, but are there any advantages compared to just using Value[0] (when using plot) ?

[NinjaTrader_ChelseaB]

Hello Marty125,

Value is also a Series<T> object, but will show as a plot on the chart.

A custom series would not show as a plot on the chart.